| Metric | 4045010:ethusd:double_slow_high_gx:lsma215_35 | 4045010:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 184.81% | 42.26% |
| Max Drawdown | -29.5% | -63.55% |
| Sharpe | 0.66 | 0.26 |
| Sortino | 1.18 | 0.37 |
| Payoff Ratio | 1.28 | 1.27 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | 1.48 | 1.04 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 21.42 | 3.55 |
| Outlier Loss Ratio | 5.06 | 3.54 |
| Volatility (ann.) | 16.05% | 32.48% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.53 | 0.21 |
| Skew | 4.28 | 0.27 |
| Kurtosis | 66.95 | 9.52 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.04% | 1.01% |
| Expected Yearly % | 29.91% | 9.21% |
| Kelly Criterion | 1.92% | 10.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.77% |
| Expected Shortfall (cVaR) | -1.35% | -2.77% |
| Year | 4045010:ETHUSD | 4045010:ethusd:double_slow_high_gx:lsma215_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 9.51 | 104.70 | 11.00 | + |
| 2023 | 91.16 | 20.32 | 0.22 | - |
| 2024 | 45.75 | 61.85 | 1.35 | + |
| 2025 | -53.38 | -28.55 | 0.53 | + |
| Metric | 4045010:ethusd:double_slow_high_gx:lsma215_35 | 4045010:ETHUSD |
|---|---|---|
| MTD | -7.7% | -14.79% |
| 3M | -28.55% | -57.29% |
| 6M | -15.25% | -36.36% |
| YTD | -28.55% | -53.38% |
| 1Y | -2.99% | -53.69% |
| 3Y (ann.) | 45.17% | 13.37% |
| 5Y (ann.) | 45.17% | 13.37% |
| Metric | 4045010:ethusd:double_slow_high_gx:lsma215_35 | 4045010:ETHUSD |
|---|---|---|
| Max Drawdown | -29.5% | -63.55% |
| Longest DD Days | 163.0 | 391.0 |
| Avg. Drawdown | -4.3% | -7.84% |
| Avg. Drawdown Days | 18.0 | 25.0 |
| Recovery Factor | 6.26 | 0.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-04-07 | -29.50 | 122 |
| 2023-01-16 | 2023-05-28 | -17.88 | 132 |
| 2024-04-24 | 2024-05-20 | -17.54 | 26 |
| 2023-05-30 | 2023-11-09 | -16.36 | 163 |
| 2024-07-17 | 2024-09-20 | -9.72 | 65 |
| 2022-10-27 | 2023-01-13 | -9.53 | 78 |
| 2024-05-23 | 2024-07-15 | -7.98 | 53 |
| 2022-08-13 | 2022-10-23 | -7.42 | 71 |
| 2024-02-29 | 2024-03-06 | -7.41 | 5 |
| 2022-06-26 | 2022-07-04 | -7.08 | 8 |
| Metric | 4045010:ethusd:double_slow_high_gx:lsma215_35 | 4045010:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.95% | -14.0% |
| Best Week | 23.42% | 25.43% |
| Worst Week | -9.25% | -21.87% |
| Best Month | 64.98% | 56.93% |
| Worst Month | -13.39% | -32.24% |
| Best Year | 104.7% | 91.16% |
| Worst Year | -28.55% | -53.38% |
| Avg. Up Day | 1.15% | 1.22% |
| Avg. Down Day | -0.89% | -0.96% |
| Avg. Up Week | 6.04% | 9.32% |
| Avg. Down Week | -2.81% | -6.96% |
| Avg. Up Month | 12.95% | 19.76% |
| Avg. Down Month | -5.4% | -12.32% |
| Win Days % | 44.85% | 50.16% |
| Win Month % | 58.82% | 48.57% |
| Win Week % | 46.0% | 50.99% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 75.0% | 75.0% |